+22.2%
MDLZ vs PTC
+55.9%
-33.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +11.2% | +0.8% | +10.4% | +11.1% |
| 3M | +6.1% | +32.1% | -26.0% | +2.9% |
| 6M | +8.6% | +42.6% | -34.1% | +3.9% |
| YTD | +25.8% | +12.0% | +13.9% | +23.8% |
| 1Y | +21.7% | +12.2% | +9.5% | +19.7% |
| 3Y | +5.8% | +31.2% | -25.4% | -1.0% |
| All | +22.2% | +55.9% | -33.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling